Hi. I see that in the development version 3.1.0-alpha, there is a rankUpdate function as a member of the LLT class. Are there short-term plans for a similar function for SimplicialLLT? If not, could you perhaps highlight what would need to be done to modify the current rankUpdate function for decompositions of sparse matrices? If it's not too far outside my coding capabilities, I would be willing to help with that.

Thanks,

Michael

their implementation are completely different. A sparse version is explained in this paper:

Multiple-rank modifications of a sparse Cholesky factorization

Its implementation is probably not trivial.


It would be easier to add this functionality to the CholmodDecomposition wrapper because Cholmod already support rank-update. Of course that mean GPL (Cholmod is GPL) and some dependencies (suitesparse, blas, lapack...)